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Keywords: ARCH
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Journal Articles
Modeling volatility on the Karachi Stock Exchange, Pakistan
Available to Purchase
Journal:
Journal of Asia Business Studies
Journal of Asia Business Studies (2016) 10 (3): 253–275.
Published: 01 August 2016
... heteroskedasticity [ARCH (1)], generalized autoregressive conditional heteroskedasticity [GARCH (1, 1)], GARCH in mean [GARCH-M (1, 1)], exponential GARCH [E-GARCH (1, 1)], threshold GARCH [T-GARCH (1, 1)], power GARCH [P-GARCH (1, 1)] and also a simple exponentially weighted moving average (EWMA) model. Findings...
